Usaa Global Equity Fund Market Value
| UGEIX Fund | USD 11.76 0.02 0.17% |
| Symbol | Usaa |
Usaa Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Usaa Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Usaa Global.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Usaa Global on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Usaa Global Equity or generate 0.0% return on investment in Usaa Global over 90 days. Usaa Global is related to or competes with Income Fund, Usaa Nasdaq, Victory Diversified, Intermediate Term, Usaa Intermediate, Usaa Tax, and Victory Tax-exempt. The fund normally invests at least 80 percent of its assets in equity securities More
Usaa Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Usaa Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Usaa Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6927 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.24 |
Usaa Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Usaa Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Usaa Global's standard deviation. In reality, there are many statistical measures that can use Usaa Global historical prices to predict the future Usaa Global's volatility.| Risk Adjusted Performance | 0.2182 | |||
| Jensen Alpha | 0.1688 | |||
| Total Risk Alpha | 0.0297 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.95) |
Usaa Global Equity Backtested Returns
At this stage we consider Usaa Mutual Fund to be very steady. Usaa Global Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Usaa Global Equity, which you can use to evaluate the volatility of the fund. Please validate Usaa Global's Risk Adjusted Performance of 0.2182, coefficient of variation of 407.24, and Semi Deviation of 0.3616 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of -0.0796, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Usaa Global are expected to decrease at a much lower rate. During the bear market, Usaa Global is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Usaa Global Equity has good predictability. Overlapping area represents the amount of predictability between Usaa Global time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Usaa Global Equity price movement. The serial correlation of 0.77 indicates that around 77.0% of current Usaa Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Usaa Global Equity lagged returns against current returns
Autocorrelation, which is Usaa Global mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Usaa Global's mutual fund expected returns. We can calculate the autocorrelation of Usaa Global returns to help us make a trade decision. For example, suppose you find that Usaa Global has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Usaa Global regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Usaa Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Usaa Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Usaa Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Usaa Global Lagged Returns
When evaluating Usaa Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Usaa Global mutual fund have on its future price. Usaa Global autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Usaa Global autocorrelation shows the relationship between Usaa Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Usaa Global Equity.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Usaa Mutual Fund
Usaa Global financial ratios help investors to determine whether Usaa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Usaa with respect to the benefits of owning Usaa Global security.
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| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |